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Publications by Monica Paiella

Intertemporal Consumption Choices, Transaction Costs and Limited Participation in Financial Markets: Reconciling Data and Theory

Journal of Applied Econometrics

Social Sciences

English

Limited Financial Market Participation: A Transaction Cost-Based Explanation

Working Paper Series

English

Related publications

Rational Expectations Equilibrium With Transaction Costs in Financial Markets

Finance Research Letters

English

Transaction Costs and Consumption

Journal of Economic Dynamics and Control

Applied Mathematics

English

Transaction Costs and Incentive Theory

Revue d'Economie Industrielle

Industrial Relations

English

Capacity Expansion in Markets With Intertemporal Consumption Externalities

SSRN Electronic Journal

English

Limited Asset Market Participation and the Elasticity of Intertemporal Substitution

Journal of Political Economy

English

The Intertemporal Allocation of Consumption: Theory and Evidence

Carnegie-Rochester Conference Series on Public Policy

English

Finite Horizon Optimal Investment and Consumption With Transaction Costs

SIAM Journal on Control and Optimization

Applied Mathematics

English

A Multi-Asset Investment and Consumption Problem With Transaction Costs

Finance and Stochastics

English